Discrete-time estimation of a Markov chain with marked point process observations. Application to Markovian jump filtering (Q4540405)
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scientific article; zbMATH DE number 1769660
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| English | Discrete-time estimation of a Markov chain with marked point process observations. Application to Markovian jump filtering |
scientific article; zbMATH DE number 1769660 |
Statements
Discrete-time estimation of a Markov chain with marked point process observations. Application to Markovian jump filtering (English)
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21 July 2002
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estimation
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filtering
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marked point process observations
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Markov chain
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Markovian jump systems
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intermittent measurements
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expectation maximization
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change of probability measure
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recursive forms
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0.8131210803985596
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0.7735748887062073
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0.77066570520401
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0.7649502754211426
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0.7606469392776489
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